CONNECT through proxy

I am issuing a CONNECT request to a non standard server.
Somehow the request is successfull when going through a proxy server and fails when issued directly to the server...

I cannot figure out what the proxy does different to make the request successful.

#! /usr/bin/perl
use strict;
use warnings;
use LWP::UserAgent;
use HTTP::Request;

my $browser = LWP::UserAgent->new(keep_alive => 1);

$browser->agent('');
$browser->proxy(['http','https'], 'http://127.0.0.1:8888');

my $r = HTTP::Request->new('CONNECT', 'https://10.200.32.171:11025');

$r->header(Host => '10.200.32.171:11025');

$bytes = '4835...';

$r->content($bytes);

push(@LWP::Protocol::http::EXTRA_SOCK_OPTS, SendTE => 0, PeerHTTPVersion => "1.1");
my $response = $browser->request($r);

With the proxy, I get 200 Connection established with a working socket,
without the proxy, I get 500 SLL negociation failed.

Probably something obvious :-)
Thank you for your help,

Sylvain Thibault